+10.6%
KR vs FIS
-50.5%
+61.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -23.7% | +26.9% | +5.3% |
| 7D | +6.1% | -18.4% | +24.5% | +6.9% |
| 30D | +17.3% | -11.4% | +28.7% | +16.7% |
| 3M | +20.2% | -32.0% | +52.1% | +24.3% |
| 6M | +3.3% | -35.6% | +38.9% | +5.7% |
| YTD | +12.3% | -53.8% | +66.1% | +10.5% |
| 1Y | +10.6% | -51.1% | +61.7% | +9.5% |
| All | +10.6% | -50.5% | +61.2% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling